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Silvia, Inc. SVIA

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-21T17:52:14.559Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:51:42.665356368Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:41.754791+00:00

Share price$3.85
1D+4.5%
$3.55$3.63$3.71$3.79$3.875:30 AM6:30 AM9:00 AM1:00 PMSVIA
Sold putSold call

Silvia, Inc. options

Live interpolated SVIA call and put midpoint premiums by absolute delta.Silvia, Inc.$1.05$1.30$1.54$1.78$2.03$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESVIA PRICE$1.08$1.13$1.30$1.63$1.96$1.13$1.21$1.29$1.38$1.46$1.54
PutsExpensive6.32×
CallsExpensive6.44×
SkewNeutral0.00 pp
Implied move——
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.77800.0%57.1%
25Δ3.08800.0%51.4%
30Δ3.38800.0%45.6%
35Δ3.69800.0%39.9%
40Δ3.99800.0%34.1%
45Δ4.30800.0%28.4%
50Δ
55Δ
60Δ3.96800.0%31.2%
65Δ3.66800.0%24.5%
70Δ3.36800.0%21.3%
75Δ3.06800.0%22.1%
80Δ2.77800.0%22.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.77
IV
800.0%
B/E move
57.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.08
IV
800.0%
B/E move
51.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.38
IV
800.0%
B/E move
45.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.69
IV
800.0%
B/E move
39.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.99
IV
800.0%
B/E move
34.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.30
IV
800.0%
B/E move
28.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.96
IV
800.0%
B/E move
31.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.66
IV
800.0%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.36
IV
800.0%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.06
IV
800.0%
B/E move
22.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.77
IV
800.0%
B/E move
22.8%
Puts
Pseudo strike
IV
B/E move

Options history

SVIA263.22263.49263.752026-10-19: 263.49%Oct 19Oct 19
Table
DateIV
263.49%